+143.6%
ETR vs NLY
+64.2%
+79.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.8% | -4.0% | +2.2% | -0.6% |
| 30D | -1.8% | -5.2% | +3.5% | -0.2% |
| 3M | -3.6% | +2.8% | -6.4% | -4.5% |
| 6M | +2.6% | +4.2% | -1.6% | +1.0% |
| YTD | +16.0% | +4.7% | +11.4% | +14.0% |
| 1Y | +20.1% | +12.7% | +7.4% | +15.2% |
| 3Y | +143.6% | +62.5% | +81.0% | +106.6% |
| All | +143.6% | +64.2% | +79.4% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling